Hi alyander
The content displays on frontend of JA Megafilter page depends on the content you set to show in backend settings of the selected filter. With English site, you can configure the filter (in JA Megafilter compoent) to show content from a category (in English) and the same with Spanish site.
For the frontend admin interface, this depends on Docman, the filter can help to filter docman only, when you click to open an item, it will show under menu component of Docman, not JA Megafilter.
Regards